AUTOREGRESSIVE STRUCTURES AND DECOMPOSABILITYSEMIGROUPS

K. Urbanik

Abstract: A linear operator is said to be for a probability measure
on a finite-dimensional vector space if there exists a stationary sequence
of random vectors with the probability distribution such that
where random vectors are independent and identically
distributed. The aim of this paper is to give a characterization of admissible operators for any
probability measure in terms of its decomposability semigroup.